Anic Equity¶

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Total return since start: 0.566 %¶

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Equity now: -----------------------------> 47849.3 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46454.41 Kr¶

PnL: ---------------------------------------> -434.16 Kr¶

DD now: ---------------------------------> -1.605 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 16:05:53.744392'

Anic Portfolio¶

Today¶

Return: -0.385 %¶

This Week¶

Return: 0.665 %¶

Total¶

Return: 56.646 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.720000 2891.000000 255.000000 9.670000 2636.000010
Beijer Electronics Group 26 -0.660000 3135.600000 164.600000 5.540000 2971.000006
Corem Property Group B 59 -3.520000 662.570000 85.570000 14.830000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -5.010000 435.800000 80.800000 22.760000 355.000000
Boozt 12 1.560000 1720.800000 66.800000 4.040000 1653.999996
HMS Networks 2 0.220000 718.800000 45.800000 6.810000 673.000000
OEM International B 7 1.400000 556.500000 28.500000 5.400000 527.999997
Intrum 4 0.590000 549.000000 22.000000 4.170000 527.000000
SAAB B 8 1.990000 3397.600000 20.600000 0.610000 3377.000000
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Essity A 4 0.340000 1168.000000 19.000000 1.650000 1149.000000
Karnov Group 9 0.160000 552.600000 16.600000 3.100000 536.000004
Coor Service Management Hold. 8 -0.220000 548.400000 16.400000 3.080000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -4.180000 258.720000 12.720000 5.170000 246.000000
Eastnine 4 -0.470000 503.200000 12.200000 2.480000 491.000000
Essity B 2 0.240000 584.200000 10.200000 1.780000 574.000000
AcadeMedia 12 -0.170000 563.040000 6.040000 1.080000 557.000004
Midsona B 63 -3.720000 586.530000 3.530000 0.610000 582.999984
Fastighetsbolag. Emilshus Pref 21 -2.890000 564.900000 2.900000 0.520000 562.000005
Resurs Holding 22 -1.650000 576.180000 2.180000 0.380000 573.999998
Nordea Bank Abp 29 -0.380000 3455.060000 1.060000 0.030000 3453.999992
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
Securitas B 6 -0.060000 569.760000 -0.240000 -0.040000 570.000000
CTEK 13 -1.580000 533.000000 -1.000000 -0.190000 533.999999
FM Mattsson Mora Group B 50 -1.520000 2925.000000 -2.000000 -0.070000 2927.000000
Handelsbanken A 5 -1.360000 542.000000 -4.000000 -0.730000 546.000000
Norva24 Group 16 -2.770000 538.560000 -4.440000 -0.820000 543.000000
Swedbank A 3 -0.770000 559.500000 -4.500000 -0.800000 564.000000
International Petroleum Corp. 5 1.680000 544.000000 -50.570000 -8.510000 594.565215
Vivesto 1368 1.590000 558.690000 -54.310000 -8.860000 612.999432
Sampo Oyj SDB 7 0.000000 3794.000000 -56.000000 -1.450000 3850.000000
OX2 18 0.540000 1511.100000 -152.900000 -9.190000 1663.999992
Axfood 13 0.470000 3597.100000 -158.900000 -4.230000 3756.000001
Fasadgruppen Group 35 1.020000 3465.000000 -346.000000 -9.080000 3810.999990
Ovzon 52 -4.660000 2870.400000 -491.600000 -14.620000 3361.999992
TOTAL 46454.410000 -434.160000 -1.60517% 46888.564618

Updated:¶

'2023-01-17 16:06:06.196407'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶